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Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997
Persistent link: https://www.econbiz.de/10000959150
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A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039
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Time series analysis : in memory of E. J. Hannan
Hannan, Edward J. (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000981763
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Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.; Marinucci, Domenico - 1998
Persistent link: https://www.econbiz.de/10000983439
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Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1996
Persistent link: https://www.econbiz.de/10000985327
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Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000990118
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Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973220
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Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973221
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The British disease overcome? : Living standards, productivity and education attainment, 1979 - 94
Robinson, Peter - 1995
Persistent link: https://www.econbiz.de/10000920135
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028